Christoph Fricke

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

201

CITATIONS

1

Scholarly Papers (2)

Vulnerable Asset Management? The Case of Mutual Funds

Number of pages: 56 Posted: 09 Nov 2016 Last Revised: 11 Aug 2019
Christoph Fricke and Daniel Fricke
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 133 (214,962)

Abstract:

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asset management, mutual funds, systemic risk, fire sales, liquidity

Vulnerable Asset Management? The Case of Mutual Funds

Bundesbank Discussion Paper No. 32/2017
Number of pages: 45 Posted: 05 Nov 2017
Christoph Fricke and Daniel Fricke
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 32 (466,888)

Abstract:

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asset management, mutual funds, systemic risk, fire sales, liquidity

2.

Financial Conditions, Macroeconomic Factors and (Un)Expected Bond Excess Returns

Bundesbank Discussion Paper No. 35/2014
Number of pages: 34 Posted: 21 Jun 2016
Christoph Fricke and Lukas Menkhoff
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Downloads 36 (438,349)

Abstract:

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financial conditions, bond excess returns, term premia

Other Papers (1)

Total Downloads: 3
1.

The Investment Behavior of Institutional Accounts

Number of pages: 61 Posted: 27 Mar 2019
Alexandru Barbu, Christoph Fricke and Emanuel Moench
London Business School, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 3

Abstract:

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Institutional accounts,procyclical asset management,portfolio rebalancing,price impact, demand pressures, asset price volatility